Parametric vs semiparametric long memory: Comments on Prediction from ARFIMA models: Comparison between maximum likelihood and two step semiparametric estimation
- Egileak:
- Arteche. J.
- Urtea:
- 2011
- Aldizkaria:
- International Journal of Forecasting
- Liburukia:
- En prensa
- Deskribapena:
-
- ISI: Impacto=1.064, categoría=Social Science/Economics , cuartil=Q2